Risk Framework
Exposure measurement, stress testing, and operational visibility. The tools below help institutional users understand what is happening across positions and why it matters — not as dashboards for display, but as controls for oversight.
Portfolio Risk Summary
1-Day VaR (95%)
$4,051
-2.92% of NAV
Monthly VaR (95%)
$5,359
-3.87% of NAV
Expected Shortfall (CVaR)
$5,185
Average loss beyond VaR
Portfolio Volatility
28.21%
Annualised (weighted σ)
Sharpe Ratio
-0.22
Poor · rf = 5.3%
Sortino Ratio
-0.31
Downside-adjusted return
Portfolio Beta
0.87
vs. broad market
Est. Max Drawdown
-48.24%
Simulated 24-month peak-trough
Simulated Return History (24M)
Simulated series based on current portfolio volatility (28.21% p.a.) and asset class return assumptions. Not based on actual trade history.
VaR Contribution by Position
Stress Test Scenarios
BTC −65%, ETH −68%, broad risk-off
S&P −34% in 33 days, credit spreads surge
Fed tightening, bonds drop, EM selloff
Financial system seizure, −57% peak-trough
Standard 10% pullback across risk assets
Annual Risk Band
Estimated range of portfolio outcomes over a 12-month horizon at 95% confidence.
Upside Case
$202,870
+$64,308 from current NAV
Current NAV
$138,562
Portfolio market value
Downside Case (95%)
$74,254
−$64,308 worst-case
Risk Report Generator
Generate downloadable PDF risk analytics reports per client — based on live portfolio data.
Portfolio NAV
$138,562
1-Day VaR (95%)
$4,051
Annualised Vol
28.21%
Sharpe Ratio
-0.22
No clients found.
Reports use shared portfolio positions to compute risk metrics at the chosen VaR confidence level. Simulated return history is deterministic and reproducible.
